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Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
| Empfohlen (bis): | 16 |
|---|---|
| Empfohlen (von): | 13 |
| Erscheinungsjahr: | 2021 |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
XIV
519 S. 3 s/w Tab. 30 Illustr. 3 tbl. |
| ISBN-13: | 9783110741254 |
| ISBN-10: | 3110741253 |
| Sprache: | Englisch |
| Einband: | Paperback |
| Autor: | Schilling, René L |
| Auflage: | 3/2021 |
| Hersteller: | De Gruyter GmbH |
| Verantwortliche Person für die EU: | Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, D-10785 Berlin, productsafety@degruyterbrill.com |
| Maße: | 240 x 170 x 30 mm |
| Von/Mit: | René L Schilling |
| Erscheinungsdatum: | 07.09.2021 |
| Gewicht: | 0,866 kg |
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